|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed May 06, 2009 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May09 |
090506 |
1116.25 |
1135.00 |
1115.25 |
1135.00 |
+19.00 |
3,327 |
7,071 |
-1,054 |
| Jul09 |
090506 |
1100.75 |
1119.00 |
1097.00 |
1118.00 |
+17.00 |
108,062 |
206,651 |
+1,227 |
| Aug09 |
090506 |
1063.25 |
1078.25 |
1059.25 |
1077.00 |
+15.50 |
4,603 |
12,369 |
+1,550 |
| Sep09 |
090506 |
1017.00 |
1023.25 |
1010.50 |
1023.00 |
+16.00 |
1,790 |
8,338 |
-200 |
| Nov09 |
090506 |
960.50 |
979.25 |
957.25 |
978.00 |
+17.50 |
30,359 |
124,818 |
+4,468 |
| Jan10 |
090506 |
964.50 |
982.00 |
964.50 |
981.75 |
+17.25 |
2,043 |
9,591 |
+673 |
| Mar10 |
090506 |
971.50 |
980.75 |
971.25 |
980.75 |
+18.25 |
398 |
3,863 |
+174 |
| Total Volume and Open Interest |
151,509 |
393,839 |
+7,129 |
| Soybean Meal(CBOT) |
| May09 |
090506 |
358.00 |
361.50 |
356.40 |
359.00 |
+0.50 |
3,432 |
5,616 |
-1,740 |
| Jul09 |
090506 |
344.40 |
347.90 |
342.20 |
345.00 |
unch |
34,648 |
72,891 |
+1,871 |
| Aug09 |
090506 |
328.30 |
330.00 |
324.40 |
326.40 |
-0.80 |
3,761 |
11,033 |
+465 |
| Sep09 |
090506 |
306.00 |
310.40 |
306.00 |
307.80 |
-0.20 |
2,221 |
9,339 |
+2 |
| Oct09 |
090506 |
284.20 |
287.20 |
283.10 |
284.70 |
+1.20 |
2,224 |
8,627 |
+120 |
| Dec09 |
090506 |
278.40 |
282.00 |
276.50 |
279.50 |
+1.00 |
5,807 |
23,742 |
+288 |
| Jan10 |
090506 |
277.00 |
279.50 |
277.00 |
277.50 |
+0.80 |
330 |
2,733 |
+137 |
| Mar10 |
090506 |
276.00 |
277.50 |
275.00 |
275.80 |
+1.30 |
221 |
2,396 |
+34 |
| Total Volume and Open Interest |
52,793 |
139,180 |
+1,248 |
| Soybean Oil(CBOT) |
| May09 |
090506 |
38.17 |
38.97 |
38.13 |
38.65 |
+0.96 |
9,369 |
5,383 |
-592 |
| Jul09 |
090506 |
38.00 |
39.33 |
37.85 |
38.98 |
+0.99 |
50,993 |
126,668 |
+1,379 |
| Aug09 |
090506 |
38.02 |
39.47 |
38.02 |
39.14 |
+0.98 |
7,535 |
14,578 |
-53 |
| Sep09 |
090506 |
39.01 |
39.63 |
38.90 |
39.30 |
+0.98 |
2,571 |
9,657 |
-162 |
| Oct09 |
090506 |
38.50 |
39.70 |
38.50 |
39.42 |
+0.97 |
1,964 |
5,616 |
+103 |
| Dec09 |
090506 |
38.78 |
40.09 |
38.78 |
39.73 |
+0.97 |
7,901 |
28,680 |
+418 |
| Jan10 |
090506 |
39.84 |
40.10 |
38.96 |
39.93 |
+0.97 |
140 |
1,968 |
-14 |
| Mar10 |
090506 |
39.25 |
40.25 |
39.21 |
40.18 |
+0.97 |
27 |
1,380 |
+1 |
| Total Volume and Open Interest |
80,528 |
201,269 |
+1,089 |
| Canola(WCE) |
| May09 |
090506 |
463.1 |
463.1 |
463.1 |
463.1 |
+8.0 |
106 |
84 |
-5 |
| Jul09 |
090506 |
450.5 |
459.9 |
450.5 |
458.1 |
+8.2 |
9,728 |
72,828 |
+445 |
| Nov09 |
090506 |
453.4 |
460.6 |
453.4 |
457.7 |
+5.7 |
3,657 |
32,208 |
+1,138 |
| Jan10 |
090506 |
457.5 |
464.4 |
457.5 |
462.2 |
+5.7 |
234 |
1,291 |
+59 |
| Mar10 |
090506 |
462.7 |
466.4 |
462.7 |
464.5 |
+5.8 |
26 |
762 |
+22 |
| Total Volume and Open Interest |
13,784 |
107,896 |
+1,686 |
| Corn(CBOT) |
| May09 |
090506 |
397.25 |
402.25 |
396.00 |
400.75 |
+2.25 |
13,704 |
12,244 |
-3,009 |
| Jul09 |
090506 |
404.00 |
409.50 |
402.50 |
407.50 |
+2.25 |
109,022 |
353,622 |
+3,574 |
| Sep09 |
090506 |
414.00 |
417.75 |
412.00 |
416.00 |
+1.75 |
14,451 |
103,765 |
+718 |
| Dec09 |
090506 |
423.75 |
428.75 |
422.25 |
426.75 |
+1.75 |
36,602 |
224,258 |
+1,442 |
| Mar10 |
090506 |
437.00 |
440.50 |
435.25 |
439.25 |
+1.75 |
8,740 |
35,948 |
+2,115 |
| May10 |
090506 |
443.75 |
448.00 |
443.75 |
446.75 |
+1.00 |
1,846 |
7,026 |
-1,476 |
| Total Volume and Open Interest |
187,905 |
793,077 |
+4,479 |
| Wheat(CBOT) |
| May09 |
090506 |
541.50 |
548.75 |
537.00 |
547.75 |
+6.25 |
5,470 |
4,867 |
-562 |
| Jul09 |
090506 |
552.50 |
561.75 |
548.00 |
558.75 |
+5.25 |
43,372 |
164,333 |
+138 |
| Sep09 |
090506 |
576.50 |
588.25 |
576.25 |
585.50 |
+5.25 |
4,092 |
47,927 |
-266 |
| Dec09 |
090506 |
603.00 |
610.50 |
598.75 |
608.25 |
+5.50 |
6,155 |
55,133 |
+490 |
| Mar10 |
090506 |
616.50 |
624.00 |
616.50 |
623.75 |
+5.50 |
352 |
3,030 |
+86 |
| Total Volume and Open Interest |
60,621 |
288,179 |
+29 |
| Wheat(KCBT) |
| May09 |
090506 |
593.00 |
601.00 |
591.25 |
601.00 |
+8.25 |
540 |
687 |
-506 |
| Jul09 |
090506 |
597.00 |
607.00 |
595.00 |
607.00 |
+8.25 |
6,897 |
41,689 |
-382 |
| Sep09 |
090506 |
609.00 |
617.25 |
607.00 |
617.25 |
+8.00 |
461 |
9,355 |
+206 |
| Dec09 |
090506 |
624.00 |
632.75 |
623.00 |
632.75 |
+8.00 |
772 |
20,064 |
+298 |
| Mar10 |
090506 |
643.00 |
646.75 |
638.00 |
646.75 |
+8.00 |
175 |
810 |
+80 |
| Total Volume and Open Interest |
8,933 |
75,047 |
-245 |
| Wheat(MGE) |
| May09 |
090506 |
694.00 |
695.00 |
693.00 |
695.00 |
unch |
13 |
108 |
-28 |
| Jul09 |
090506 |
675.75 |
685.75 |
673.50 |
678.25 |
+2.00 |
2,363 |
13,695 |
+173 |
| Sep09 |
090506 |
664.25 |
674.00 |
663.75 |
668.25 |
+1.50 |
981 |
7,679 |
+350 |
| Dec09 |
090506 |
673.75 |
682.50 |
672.50 |
677.25 |
+2.25 |
496 |
5,664 |
+38 |
| Mar10 |
090506 |
683.25 |
690.50 |
680.75 |
685.50 |
+2.25 |
173 |
743 |
+37 |
| Total Volume and Open Interest |
4,065 |
28,342 |
+552 |
| Oats(CBOT) |
| May09 |
090506 |
205.00 |
205.00 |
199.25 |
203.00 |
+3.75 |
4 |
13 |
-20 |
| Jul09 |
090506 |
211.00 |
211.00 |
206.50 |
208.00 |
+3.75 |
490 |
8,281 |
+30 |
| Sep09 |
090506 |
218.00 |
218.00 |
212.75 |
216.50 |
+3.75 |
30 |
100 |
+18 |
| Dec09 |
090506 |
229.75 |
231.25 |
227.50 |
229.50 |
+3.75 |
42 |
5,298 |
+32 |
| Total Volume and Open Interest |
566 |
13,709 |
+60 |
| Rough Rice(CBOT) |
| May09 |
090506 |
12.85 |
12.85 |
12.78 |
12.80 |
+0.02 |
12 |
65 |
-187 |
| Jul09 |
090506 |
13.00 |
13.00 |
12.80 |
12.97 |
-0.05 |
418 |
3,989 |
+52 |
| Sep09 |
090506 |
12.42 |
12.50 |
12.36 |
12.38 |
-0.14 |
137 |
1,800 |
+82 |
| Nov09 |
090506 |
12.45 |
12.53 |
12.38 |
12.40 |
-0.14 |
54 |
1,686 |
+34 |
| Total Volume and Open Interest |
654 |
8,038 |
-27 |
| Live Cattle(CME) |
| Jun09 |
090506 |
82.330 |
82.850 |
81.850 |
81.885 |
-0.250 |
10,275 |
88,726 |
+88,726 |
| Aug09 |
090506 |
82.500 |
83.080 |
82.200 |
82.350 |
+0.120 |
7,951 |
61,329 |
+61,329 |
| Oct09 |
090506 |
86.850 |
87.400 |
86.650 |
86.900 |
+0.250 |
3,578 |
35,019 |
+35,019 |
| Dec09 |
090506 |
89.050 |
89.550 |
88.750 |
88.950 |
+0.065 |
1,199 |
13,532 |
+13,532 |
| Feb10 |
090506 |
90.500 |
91.150 |
90.480 |
90.600 |
+0.150 |
146 |
5,732 |
+5,732 |
| Apr10 |
090506 |
91.400 |
91.850 |
91.200 |
91.450 |
+0.200 |
132 |
1,640 |
+1,640 |
| Total Volume and Open Interest |
23,295 |
206,109 |
-473 |
| Feeder Cattle(CME) |
| May09 |
090506 |
97.500 |
98.385 |
97.500 |
97.700 |
+0.270 |
1,526 |
4,452 |
+4,452 |
| Aug09 |
090506 |
98.885 |
99.550 |
98.650 |
99.000 |
+0.215 |
1,829 |
11,523 |
+11,523 |
| Sep09 |
090506 |
99.000 |
99.750 |
98.950 |
99.150 |
+0.150 |
102 |
1,719 |
+1,719 |
| Oct09 |
090506 |
99.800 |
99.800 |
99.100 |
99.430 |
+0.180 |
72 |
1,920 |
+1,920 |
| Nov09 |
090506 |
99.750 |
99.830 |
99.300 |
99.400 |
+0.200 |
93 |
592 |
+592 |
| Jan10 |
090506 |
98.300 |
98.750 |
98.300 |
98.300 |
+0.050 |
2 |
42 |
+42 |
| Mar10 |
090506 |
97.900 |
97.900 |
97.885 |
97.900 |
+0.070 |
0 |
7 |
+7 |
| Total Volume and Open Interest |
3,625 |
20,256 |
+411 |
| Lean Hogs(CME) |
| May09 |
090506 |
56.880 |
58.800 |
56.535 |
58.700 |
+2.900 |
1,062 |
2,990 |
+2,990 |
| Jun09 |
090506 |
65.475 |
67.350 |
65.475 |
67.100 |
+2.300 |
15,276 |
57,880 |
+57,880 |
| Jul09 |
090506 |
68.600 |
70.180 |
68.600 |
70.100 |
+2.315 |
7,271 |
20,986 |
+20,986 |
| Aug09 |
090506 |
69.975 |
70.930 |
69.450 |
70.800 |
+1.900 |
4,824 |
25,299 |
+25,299 |
| Oct09 |
090506 |
63.600 |
64.600 |
63.500 |
64.450 |
+1.465 |
2,136 |
16,649 |
+16,649 |
| Dec09 |
090506 |
63.600 |
64.950 |
63.600 |
64.450 |
+1.320 |
648 |
6,096 |
+6,096 |
| Feb10 |
090506 |
67.300 |
68.600 |
67.300 |
68.600 |
+1.750 |
83 |
1,314 |
+1,314 |
| Apr10 |
090506 |
70.000 |
71.800 |
70.000 |
71.800 |
+1.600 |
16 |
675 |
+675 |
| Total Volume and Open Interest |
31,331 |
132,215 |
-692 |
| Pork Bellies(CME) |
| May09 |
090506 |
79.500 |
81.250 |
79.500 |
80.500 |
+1.050 |
88 |
156 |
+156 |
| Jul09 |
090506 |
80.150 |
82.000 |
80.150 |
81.400 |
+1.600 |
167 |
707 |
+707 |
| Aug09 |
090506 |
80.750 |
80.750 |
79.000 |
80.500 |
+2.500 |
3 |
81 |
+81 |
| Feb10 |
090506 |
91.000 |
91.000 |
90.500 |
91.000 |
+0.750 |
1 |
7 |
+7 |
| Mar10 |
090506 |
91.500 |
91.500 |
91.000 |
91.500 |
+0.750 |
0 |
5 |
+5 |
| Total Volume and Open Interest |
259 |
956 |
-16 |
| Class III Milk(CME) |
| May09 |
090506 |
9.86 |
9.86 |
9.78 |
9.81 |
-0.04 |
131 |
4,722 |
+4,722 |
| Jun09 |
090506 |
10.60 |
10.66 |
10.51 |
10.53 |
-0.05 |
106 |
4,653 |
+4,653 |
| Jul09 |
090506 |
11.87 |
11.93 |
11.70 |
11.76 |
-0.16 |
120 |
3,227 |
+3,227 |
| Aug09 |
090506 |
13.05 |
13.09 |
12.83 |
12.93 |
-0.15 |
104 |
2,961 |
+2,961 |
| Sep09 |
090506 |
13.85 |
13.85 |
13.62 |
13.71 |
-0.11 |
37 |
2,763 |
+2,763 |
| Total Volume and Open Interest |
641 |
27,024 |
-31 |
| Cocoa(ICE) |
| May09 |
090506 |
2363 |
2365 |
2341 |
2341 |
-6 |
0 |
94 |
-15 |
| Jul09 |
090506 |
2374 |
2393 |
2341 |
2368 |
-9 |
2,774 |
54,127 |
-524 |
| Sep09 |
090506 |
2380 |
2407 |
2356 |
2384 |
-7 |
538 |
25,852 |
-349 |
| Dec09 |
090506 |
2393 |
2409 |
2373 |
2397 |
-8 |
337 |
15,699 |
+215 |
| Mar10 |
090506 |
2397 |
2409 |
2397 |
2409 |
-10 |
100 |
10,000 |
-92 |
| May10 |
090506 |
2408 |
2418 |
2408 |
2418 |
-15 |
9 |
2,203 |
+0 |
| Jul10 |
090506 |
2433 |
2433 |
2433 |
2433 |
-15 |
1 |
2,820 |
+0 |
| Total Volume and Open Interest |
3,760 |
114,262 |
-765 |
| Coffee "C"(ICE) |
| May09 |
090506 |
122.85 |
124.20 |
122.85 |
123.95 |
+0.30 |
15 |
179 |
-10 |
| Jul09 |
090506 |
124.30 |
125.25 |
123.50 |
124.90 |
+0.25 |
8,313 |
67,375 |
-242 |
| Sep09 |
090506 |
126.45 |
127.20 |
125.65 |
126.90 |
+0.20 |
2,617 |
27,892 |
+327 |
| Dec09 |
090506 |
128.35 |
129.75 |
128.35 |
129.55 |
+0.15 |
251 |
14,162 |
+78 |
| Mar10 |
090506 |
131.20 |
132.35 |
131.15 |
132.30 |
+0.20 |
243 |
10,332 |
-36 |
| May10 |
090506 |
134.00 |
134.10 |
133.95 |
134.10 |
+0.20 |
78 |
2,900 |
+58 |
| Total Volume and Open Interest |
11,600 |
125,322 |
+199 |
| Orange Juice(ICE) |
| May09 |
090506 |
87.00 |
88.35 |
86.60 |
86.60 |
-0.45 |
187 |
731 |
-214 |
| Jul09 |
090506 |
90.35 |
91.60 |
88.20 |
89.70 |
-0.45 |
1,629 |
20,610 |
+269 |
| Sep09 |
090506 |
92.60 |
93.70 |
92.00 |
92.60 |
-0.45 |
317 |
3,556 |
+255 |
| Nov09 |
090506 |
95.60 |
95.65 |
95.15 |
95.65 |
-0.45 |
42 |
1,870 |
+361 |
| Jan10 |
090506 |
98.85 |
98.85 |
98.85 |
98.85 |
-0.45 |
12 |
188 |
+1 |
| Mar10 |
090506 |
102.10 |
102.10 |
102.10 |
102.10 |
-0.45 |
0 |
87 |
+0 |
| Total Volume and Open Interest |
2,187 |
27,271 |
+672 |
| Sugar #11(ICE) |
| Jul09 |
090506 |
15.09 |
15.41 |
14.96 |
15.36 |
+0.21 |
35,441 |
311,286 |
+4,306 |
| Oct09 |
090506 |
15.60 |
15.94 |
15.58 |
15.89 |
+0.17 |
14,195 |
147,746 |
+2,545 |
| Mar10 |
090506 |
16.19 |
16.45 |
16.16 |
16.44 |
+0.15 |
5,727 |
92,565 |
+689 |
| May10 |
090506 |
15.89 |
16.00 |
15.74 |
15.97 |
+0.11 |
1,193 |
23,144 |
-30 |
| Jul10 |
090506 |
15.23 |
15.32 |
15.15 |
15.32 |
+0.09 |
687 |
25,239 |
-157 |
| Total Volume and Open Interest |
58,287 |
667,038 |
+7,752 |
| Sugar #14(ICE) |
| Jul09 |
090506 |
21.35 |
21.37 |
21.33 |
21.37 |
-0.03 |
26 |
1,826 |
+0 |
| Sep09 |
090506 |
21.70 |
21.70 |
21.70 |
21.70 |
-0.03 |
0 |
2,330 |
+0 |
| Total Volume and Open Interest |
26 |
4,156 |
+0 |
| London Cocoa(LCE) |
| May09 |
090505 |
1730 |
1762 |
1720 |
1750 |
+20 |
971 |
0 |
+0 |
| Jul09 |
090506 |
1660 |
1688 |
1659 |
1676 |
+3 |
0 |
66,401 |
+66,401 |
| Sep09 |
090506 |
1666 |
1680 |
1658 |
1672 |
+2 |
0 |
25,543 |
+25,543 |
| Dec09 |
090506 |
1664 |
1675 |
1650 |
1665 |
unch |
0 |
25,160 |
+25,160 |
| Mar10 |
090506 |
1665 |
1675 |
1658 |
1663 |
-2 |
0 |
16,411 |
+16,411 |
| May10 |
090506 |
1660 |
1669 |
1660 |
1665 |
-1 |
0 |
5,816 |
+5,816 |
| Jul10 |
090506 |
1665 |
1668 |
1665 |
1668 |
+3 |
0 |
1,696 |
+1,696 |
| Total Volume and Open Interest |
8,338 |
195,396 |
+2,210 |
| London Coffee(LCE) |
| London Sugar(LCE) |
| Aug09 |
090506 |
444.50 |
449.50 |
442.10 |
449.40 |
+2.40 |
0 |
44,984 |
+44,984 |
| Oct09 |
090506 |
442.80 |
449.10 |
441.30 |
447.90 |
+2.20 |
0 |
19,322 |
+19,322 |
| Dec09 |
090506 |
438.00 |
442.00 |
435.60 |
441.80 |
+3.10 |
0 |
8,379 |
+8,379 |
| Mar10 |
090506 |
436.60 |
443.50 |
436.60 |
443.50 |
+2.80 |
0 |
6,092 |
+6,092 |
| May10 |
090506 |
429.00 |
433.00 |
429.00 |
433.00 |
+1.70 |
0 |
546 |
+546 |
| Total Volume and Open Interest |
8,266 |
83,604 |
+5,294 |
| Cotton(ICE) |
| May09 |
090506 |
57.08 |
57.61 |
57.06 |
57.29 |
-0.33 |
10 |
232 |
-26 |
| Jul09 |
090506 |
57.50 |
58.40 |
57.25 |
58.17 |
+0.12 |
8,360 |
81,384 |
+306 |
| Oct09 |
090506 |
60.14 |
60.23 |
59.99 |
60.05 |
+0.12 |
234 |
827 |
+197 |
| Dec09 |
090506 |
60.27 |
61.10 |
59.82 |
60.80 |
+0.03 |
2,779 |
33,934 |
+629 |
| Mar10 |
090506 |
62.65 |
63.18 |
62.65 |
62.73 |
-0.32 |
111 |
6,173 |
+79 |
| May10 |
090506 |
63.83 |
63.83 |
63.42 |
63.42 |
-0.37 |
5 |
192 |
+0 |
| Total Volume and Open Interest |
11,499 |
125,519 |
+1,185 |
| Lumber(CME) |
| May09 |
090506 |
153.3 |
160.0 |
152.1 |
158.0 |
+6.6 |
455 |
900 |
+900 |
| Jul09 |
090506 |
169.4 |
179.0 |
169.4 |
179.0 |
+10.0 |
644 |
4,947 |
+4,947 |
| Sep09 |
090506 |
183.2 |
191.7 |
182.5 |
188.1 |
+6.4 |
171 |
1,909 |
+1,909 |
| Nov09 |
090506 |
180.9 |
186.0 |
180.0 |
186.0 |
+4.5 |
10 |
190 |
+190 |
| Total Volume and Open Interest |
1,282 |
7,994 |
-98 |
| Crude Oil(NYM) |
| Jun09 |
090506 |
54.12 |
56.47 |
53.57 |
56.34 |
+2.50 |
229,782 |
306,934 |
-5,193 |
| Jul09 |
090506 |
55.59 |
57.67 |
55.10 |
57.59 |
+2.15 |
98,058 |
222,442 |
+5,178 |
| Aug09 |
090506 |
56.90 |
58.82 |
56.48 |
58.76 |
+1.92 |
37,711 |
67,804 |
+2,109 |
| Sep09 |
090506 |
58.11 |
59.88 |
57.70 |
59.82 |
+1.78 |
22,221 |
46,160 |
+1,854 |
| Oct09 |
090506 |
58.66 |
60.80 |
58.66 |
60.73 |
+1.72 |
12,894 |
32,118 |
+737 |
| Nov09 |
090506 |
60.25 |
61.62 |
60.25 |
61.62 |
+1.68 |
7,736 |
22,374 |
-1,086 |
| Dec09 |
090506 |
60.56 |
62.45 |
60.54 |
62.42 |
+1.64 |
27,987 |
107,414 |
-705 |
| Jan10 |
090506 |
61.55 |
63.12 |
61.53 |
63.12 |
+1.62 |
1,311 |
24,857 |
-274 |
| Feb10 |
090506 |
62.95 |
63.77 |
62.95 |
63.77 |
+1.59 |
465 |
14,178 |
+28 |
| Mar10 |
090506 |
63.60 |
64.39 |
63.50 |
64.39 |
+1.54 |
945 |
13,416 |
+198 |
| Apr10 |
090506 |
64.99 |
64.99 |
64.99 |
64.99 |
+1.49 |
472 |
5,671 |
-119 |
| May10 |
090506 |
65.46 |
65.56 |
65.46 |
65.56 |
+1.42 |
439 |
5,257 |
-60 |
| Jun10 |
090506 |
64.91 |
66.12 |
64.91 |
66.12 |
+1.37 |
2,173 |
29,469 |
+1,066 |
| Jul10 |
090506 |
66.60 |
66.60 |
66.60 |
66.60 |
+1.33 |
292 |
7,105 |
-49 |
| Aug10 |
090506 |
67.06 |
67.06 |
67.06 |
67.06 |
+1.30 |
97 |
4,152 |
-23 |
| Sep10 |
090506 |
67.50 |
67.50 |
67.50 |
67.50 |
+1.28 |
129 |
7,095 |
-8 |
| Total Volume and Open Interest |
458,867 |
1,190,304 |
+6,855 |
| e-miNY Crude Oil(NYM) |
| May09 |
090420 |
50.050 |
50.450 |
45.450 |
45.875 |
-4.450 |
7,086 |
2,536 |
-766 |
| Jun09 |
090505 |
54.325 |
54.825 |
53.475 |
53.850 |
-0.625 |
11,145 |
5,291 |
+82 |
| Jul09 |
090506 |
55.600 |
57.625 |
55.250 |
57.600 |
+2.150 |
346 |
1,114 |
+15 |
| Aug09 |
090506 |
57.000 |
58.750 |
56.925 |
58.750 |
+1.900 |
79 |
320 |
+0 |
| Sep09 |
090506 |
59.650 |
59.825 |
59.650 |
59.825 |
+1.775 |
2 |
123 |
+0 |
| Oct09 |
090506 |
59.350 |
60.725 |
59.350 |
60.725 |
+1.725 |
12 |
14 |
+6 |
| Nov09 |
090506 |
61.625 |
61.625 |
61.625 |
61.625 |
+1.675 |
10 |
16 |
+10 |
| Dec09 |
090506 |
61.900 |
62.425 |
61.900 |
62.425 |
+1.650 |
2 |
84 |
+0 |
| Jan10 |
090506 |
63.125 |
63.125 |
63.125 |
63.125 |
+1.625 |
|
|
|
| Feb10 |
090506 |
63.775 |
63.775 |
63.775 |
63.775 |
+1.600 |
|
|
|
| Total Volume and Open Interest |
8,866 |
6,711 |
-276 |
| Heating Oil(NYM) |
| Jun09 |
090506 |
142.62 |
147.29 |
141.60 |
147.13 |
+4.51 |
28,270 |
66,687 |
-2,522 |
| Jul09 |
090506 |
145.83 |
150.45 |
145.00 |
150.37 |
+4.51 |
6,117 |
34,335 |
-367 |
| Aug09 |
090506 |
149.01 |
154.02 |
148.64 |
153.91 |
+4.55 |
2,577 |
20,435 |
+219 |
| Sep09 |
090506 |
152.05 |
157.41 |
151.95 |
157.41 |
+4.55 |
1,786 |
16,942 |
+363 |
| Oct09 |
090506 |
156.00 |
160.90 |
156.00 |
160.86 |
+4.54 |
1,131 |
13,373 |
+29 |
| Nov09 |
090506 |
160.92 |
164.16 |
160.92 |
164.16 |
+4.59 |
1,225 |
11,694 |
-294 |
| Dec09 |
090506 |
163.05 |
167.50 |
162.49 |
167.41 |
+4.59 |
3,792 |
25,812 |
+99 |
| Jan10 |
090506 |
166.85 |
170.63 |
166.85 |
170.56 |
+4.59 |
719 |
9,590 |
+36 |
| Feb10 |
090506 |
170.60 |
173.01 |
170.17 |
173.01 |
+4.54 |
717 |
6,811 |
-44 |
| Mar10 |
090506 |
171.88 |
174.61 |
171.39 |
174.61 |
+4.49 |
441 |
5,451 |
+13 |
| Apr10 |
090506 |
172.05 |
175.26 |
172.05 |
175.26 |
+4.44 |
890 |
3,725 |
-177 |
| May10 |
090506 |
174.64 |
176.61 |
174.64 |
176.61 |
+4.44 |
305 |
3,225 |
-19 |
| Total Volume and Open Interest |
50,813 |
257,558 |
-1,915 |
| Gasoline(NYMEX) |
| Jun09 |
090506 |
158.15 |
163.71 |
157.55 |
162.80 |
+5.58 |
36,225 |
86,018 |
-671 |
| Jul09 |
090506 |
158.05 |
163.45 |
158.05 |
162.99 |
+5.33 |
10,387 |
38,917 |
+781 |
| Aug09 |
090506 |
158.53 |
163.36 |
158.53 |
163.28 |
+5.16 |
3,746 |
24,355 |
+667 |
| Sep09 |
090506 |
160.32 |
163.21 |
159.65 |
163.15 |
+4.95 |
3,126 |
18,895 |
-205 |
| Oct09 |
090506 |
149.82 |
153.75 |
149.44 |
153.75 |
+4.72 |
1,543 |
13,674 |
-320 |
| Nov09 |
090506 |
149.90 |
153.61 |
149.90 |
153.61 |
+4.63 |
1,303 |
4,305 |
+43 |
| Dec09 |
090506 |
151.95 |
154.96 |
151.81 |
154.96 |
+4.68 |
1,313 |
10,746 |
+144 |
| Jan10 |
090506 |
154.88 |
157.46 |
154.88 |
157.46 |
+4.63 |
514 |
2,682 |
+61 |
| Feb10 |
090506 |
160.21 |
160.21 |
160.21 |
160.21 |
+4.58 |
203 |
903 |
-15 |
| Mar10 |
090506 |
163.00 |
163.26 |
163.00 |
163.26 |
+4.53 |
59 |
1,716 |
-26 |
| Total Volume and Open Interest |
58,421 |
210,819 |
+457 |
| e-miNY RBOB Gasoline(NYM) |
| Jun09 |
090506 |
162.50 |
162.80 |
162.50 |
162.80 |
+5.58 |
0 |
1 |
+0 |
| Jul09 |
090506 |
162.99 |
162.99 |
162.99 |
162.99 |
+5.33 |
|
|
|
| Aug09 |
090506 |
163.28 |
163.28 |
163.28 |
163.28 |
+5.16 |
|
|
|
| Sep09 |
090506 |
163.15 |
163.15 |
163.15 |
163.15 |
+4.95 |
|
|
|
| Total Volume and Open Interest |
1 |
3 |
+0 |
| Natural Gas(NYM) |
| Jun09 |
090506 |
3.619 |
3.900 |
3.596 |
3.887 |
+0.272 |
73,691 |
106,899 |
-3,601 |
| Jul09 |
090506 |
3.740 |
4.022 |
3.736 |
4.012 |
+0.259 |
13,124 |
80,715 |
-324 |
| Aug09 |
090506 |
3.865 |
4.140 |
3.865 |
4.131 |
+0.255 |
8,006 |
47,479 |
+757 |
| Sep09 |
090506 |
3.951 |
4.211 |
3.951 |
4.204 |
+0.252 |
5,309 |
32,042 |
-956 |
| Oct09 |
090506 |
4.090 |
4.347 |
4.090 |
4.341 |
+0.247 |
7,143 |
48,808 |
+631 |
| Nov09 |
090506 |
4.785 |
4.993 |
4.785 |
4.991 |
+0.235 |
2,126 |
24,217 |
+403 |
| Dec09 |
090506 |
5.496 |
5.695 |
5.496 |
5.691 |
+0.225 |
1,559 |
33,097 |
-142 |
| Jan10 |
090506 |
5.793 |
5.991 |
5.793 |
5.986 |
+0.222 |
2,783 |
33,911 |
+663 |
| Feb10 |
090506 |
5.842 |
6.035 |
5.842 |
6.027 |
+0.215 |
671 |
14,055 |
-6 |
| Mar10 |
090506 |
5.765 |
5.987 |
5.765 |
5.976 |
+0.209 |
1,484 |
27,870 |
+267 |
| Apr10 |
090506 |
5.666 |
5.803 |
5.666 |
5.801 |
+0.189 |
1,129 |
29,859 |
+123 |
| May10 |
090506 |
5.781 |
5.870 |
5.767 |
5.849 |
+0.187 |
217 |
13,018 |
-10 |
| Jun10 |
090506 |
5.860 |
5.990 |
5.860 |
5.957 |
+0.185 |
103 |
8,151 |
-51 |
| Jul10 |
090506 |
6.050 |
6.102 |
6.015 |
6.090 |
+0.183 |
58 |
6,054 |
+4 |
| Aug10 |
090506 |
6.047 |
6.175 |
6.047 |
6.175 |
+0.183 |
567 |
7,172 |
+358 |
| Sep10 |
090506 |
6.080 |
6.218 |
6.080 |
6.218 |
+0.181 |
35 |
5,765 |
+3 |
| Total Volume and Open Interest |
119,810 |
657,152 |
-1,760 |
| Brent Crude Oil(ICE) |
| Jun09 |
090506 |
54.38 |
56.30 |
53.86 |
56.15 |
+2.03 |
52,493 |
123,450 |
+123,450 |
| Jul09 |
090506 |
55.43 |
57.30 |
54.99 |
57.15 |
+1.87 |
33,009 |
149,300 |
+149,300 |
| Aug09 |
090506 |
56.58 |
58.34 |
56.14 |
58.21 |
+1.77 |
14,527 |
62,279 |
+62,279 |
| Sep09 |
090506 |
57.11 |
59.20 |
57.10 |
59.10 |
+1.68 |
5,792 |
39,206 |
+39,206 |
| Oct09 |
090506 |
58.01 |
60.05 |
58.00 |
59.94 |
+1.63 |
2,923 |
23,785 |
+23,785 |
| Nov09 |
090506 |
58.90 |
60.86 |
58.90 |
60.74 |
+1.55 |
2,910 |
16,616 |
+16,616 |
| Dec09 |
090506 |
59.80 |
61.70 |
59.80 |
61.55 |
+1.50 |
9,017 |
93,501 |
+93,501 |
| Jan10 |
090506 |
60.81 |
62.28 |
60.81 |
62.28 |
+1.44 |
1,454 |
17,904 |
+17,904 |
| Feb10 |
090506 |
62.36 |
62.98 |
62.10 |
62.98 |
+1.40 |
351 |
8,152 |
+8,152 |
| Mar10 |
090506 |
63.64 |
63.64 |
63.64 |
63.64 |
+1.32 |
218 |
7,157 |
+7,157 |
| Apr10 |
090506 |
64.28 |
64.28 |
64.28 |
64.28 |
+1.27 |
206 |
4,344 |
+4,344 |
| May10 |
090506 |
64.88 |
64.88 |
64.88 |
64.88 |
+1.24 |
179 |
3,396 |
+3,396 |
| Jun10 |
090506 |
64.49 |
65.52 |
64.48 |
65.42 |
+1.20 |
715 |
17,078 |
+17,078 |
| Jul10 |
090506 |
65.91 |
65.91 |
65.91 |
65.91 |
+1.18 |
1 |
5,090 |
+5,090 |
| Total Volume and Open Interest |
126,964 |
702,587 |
-6,281 |
| Gas Oil(ICE) |
| May09 |
090506 |
455.00 |
470.50 |
453.75 |
462.00 |
+12.50 |
12,062 |
44,162 |
-2,060 |
| Jun09 |
090506 |
461.00 |
476.00 |
459.25 |
467.75 |
+12.25 |
21,920 |
91,850 |
-4,003 |
| Jul09 |
090506 |
469.25 |
484.00 |
468.75 |
475.75 |
+12.00 |
4,803 |
47,316 |
-1,183 |
| Aug09 |
090506 |
482.00 |
493.25 |
480.25 |
484.75 |
+11.50 |
3,338 |
30,447 |
-611 |
| Sep09 |
090506 |
489.00 |
502.25 |
488.00 |
494.00 |
+11.50 |
3,337 |
29,915 |
-233 |
| Oct09 |
090506 |
499.00 |
512.00 |
497.50 |
503.00 |
+10.75 |
1,138 |
22,291 |
-118 |
| Nov09 |
090506 |
507.50 |
520.25 |
507.50 |
511.75 |
+10.50 |
532 |
16,899 |
-62 |
| Dec09 |
090506 |
515.75 |
529.25 |
513.75 |
519.75 |
+10.00 |
1,838 |
54,069 |
-304 |
| Jan10 |
090506 |
523.25 |
536.75 |
522.50 |
528.25 |
+9.50 |
12 |
20,817 |
-29 |
| Feb10 |
090506 |
534.00 |
545.00 |
534.00 |
536.50 |
+9.25 |
4 |
11,711 |
+4 |
| Total Volume and Open Interest |
49,161 |
471,395 |
-8,691 |
| Ethanol(CBOT) |
| May09 |
090505 |
1.615 |
1.615 |
1.615 |
1.615 |
unch |
50 |
42 |
-44 |
| Jun09 |
090506 |
1.625 |
1.650 |
1.625 |
1.650 |
+0.019 |
73 |
713 |
-13 |
| Jul09 |
090506 |
1.650 |
1.650 |
1.640 |
1.647 |
+0.009 |
0 |
699 |
-19 |
| Aug09 |
090506 |
1.650 |
1.670 |
1.650 |
1.670 |
+0.011 |
0 |
136 |
+0 |
| Sep09 |
090506 |
1.665 |
1.679 |
1.665 |
1.669 |
+0.004 |
0 |
168 |
+0 |
| Oct09 |
090506 |
1.655 |
1.655 |
1.655 |
1.655 |
+0.015 |
0 |
277 |
+0 |
| Nov09 |
090506 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.015 |
10 |
391 |
+10 |
| Dec09 |
090506 |
1.665 |
1.665 |
1.665 |
1.665 |
+0.015 |
5 |
450 |
+5 |
| Total Volume and Open Interest |
132 |
4,184 |
-2 |
| US Dollar Index(ICE) |
| Jun09 |
090506 |
84.300 |
84.570 |
83.900 |
83.940 |
-0.355 |
5,181 |
21,979 |
+683 |
| Sep09 |
090506 |
84.650 |
84.900 |
84.280 |
84.280 |
-0.370 |
68 |
2,129 |
+19 |
| Dec09 |
090506 |
85.255 |
85.385 |
84.660 |
84.660 |
-0.390 |
1 |
7 |
+1 |
| Total Volume and Open Interest |
5,250 |
24,115 |
+703 |
| Australian Dollar(CME) |
| Jun09 |
090506 |
73.89 |
74.83 |
73.14 |
74.70 |
+0.78 |
28,338 |
75,495 |
+75,495 |
| Sep09 |
090506 |
72.98 |
74.39 |
72.78 |
74.29 |
+0.77 |
16 |
452 |
+452 |
| Dec09 |
090506 |
73.92 |
73.92 |
73.16 |
73.92 |
+0.76 |
0 |
18 |
+18 |
| Total Volume and Open Interest |
28,354 |
75,980 |
+1,460 |
| British Pound(CME) |
| Jun09 |
090506 |
150.68 |
151.50 |
149.90 |
151.31 |
+0.62 |
48,139 |
88,360 |
+88,360 |
| Sep09 |
090506 |
150.25 |
151.45 |
150.10 |
151.31 |
+0.61 |
32 |
401 |
+401 |
| Dec09 |
090506 |
150.70 |
151.31 |
150.20 |
151.31 |
+0.61 |
0 |
59 |
+59 |
| Total Volume and Open Interest |
48,171 |
88,822 |
+1,347 |
| Canadian Dollar(CME) |
| Jun09 |
090506 |
85.06 |
85.83 |
84.58 |
85.73 |
+0.68 |
46,133 |
69,836 |
+69,836 |
| Sep09 |
090506 |
85.07 |
85.87 |
84.69 |
85.81 |
+0.68 |
103 |
2,628 |
+2,628 |
| Dec09 |
090506 |
85.31 |
85.92 |
84.81 |
85.89 |
+0.67 |
70 |
1,283 |
+1,283 |
| Mar10 |
090506 |
85.39 |
86.05 |
84.91 |
85.97 |
+0.65 |
22 |
446 |
+446 |
| Total Volume and Open Interest |
46,370 |
74,380 |
+3,035 |
| Japanese Yen(CME) |
| Jun09 |
090506 |
101.10 |
102.17 |
100.95 |
101.76 |
+0.70 |
44,955 |
72,655 |
+72,655 |
| Sep09 |
090506 |
102.05 |
102.27 |
101.15 |
101.91 |
+0.69 |
25 |
1,128 |
+1,128 |
| Dec09 |
090506 |
102.03 |
102.26 |
101.41 |
102.19 |
+0.78 |
5 |
112 |
+112 |
| Total Volume and Open Interest |
44,985 |
73,908 |
-1,824 |
| Swiss Franc(CME) |
| Jun09 |
090506 |
88.20 |
88.66 |
87.86 |
88.48 |
+0.26 |
28,243 |
27,339 |
+27,339 |
| Sep09 |
090506 |
88.63 |
88.77 |
88.09 |
88.63 |
+0.26 |
0 |
209 |
+209 |
| Dec09 |
090506 |
88.77 |
88.77 |
88.53 |
88.77 |
+0.24 |
0 |
8 |
+8 |
| Total Volume and Open Interest |
28,243 |
27,556 |
+969 |
| EuroFX(CME) |
| Jun09 |
090506 |
133.12 |
133.74 |
132.44 |
133.47 |
+0.36 |
128,795 |
108,753 |
+108,753 |
| Sep09 |
090506 |
132.70 |
133.68 |
132.42 |
133.43 |
+0.36 |
140 |
1,888 |
+1,888 |
| Dec09 |
090506 |
133.43 |
133.43 |
132.70 |
133.43 |
+0.35 |
0 |
54 |
+54 |
| Total Volume and Open Interest |
128,935 |
110,698 |
+2,885 |
| Mexican Peso(CME) |
| May09 |
090506 |
762.2 |
762.2 |
751.2 |
762.2 |
+11.0 |
|
|
|
| Jun09 |
090506 |
748.5 |
758.5 |
746.0 |
757.5 |
+11.0 |
20,658 |
44,912 |
+44,912 |
| Total Volume and Open Interest |
20,660 |
48,519 |
-4,959 |
| 30-Year T-Bonds(CBOT) |
| Jun09 |
090506 |
122~130 |
123~035 |
121~315 |
122~115 |
-0~060 |
113,597 |
683,588 |
-6,760 |
| Sep09 |
090506 |
120~230 |
121~220 |
120~215 |
120~315 |
-0~065 |
402 |
1,321 |
+58 |
| Dec09 |
090506 |
119~290 |
120~035 |
119~290 |
119~290 |
-0~065 |
5 |
216 |
+4 |
| Total Volume and Open Interest |
114,004 |
685,170 |
-6,698 |
| 10-Year T-Notes(CBOT) |
| Jun09 |
090506 |
120~285 |
121~140 |
120~190 |
121~035 |
+0~050 |
371,714 |
998,457 |
-1,826 |
| Sep09 |
090506 |
119~110 |
119~220 |
119~005 |
119~165 |
+0~060 |
1,550 |
10,239 |
+442 |
| Dec09 |
090506 |
118~265 |
118~265 |
118~215 |
118~265 |
+0~050 |
|
|
|
| Total Volume and Open Interest |
373,264 |
1,008,696 |
-1,384 |
| 5-Year T-Notes(CBOT) |
| Jun09 |
090506 |
117~002 |
117~041 |
116~111 |
117~016 |
+0~011 |
199,269 |
812,390 |
+14,816 |
| Sep09 |
090506 |
116~055 |
116~064 |
116~036 |
116~050 |
+0~014 |
202 |
4,072 |
+187 |
| Dec09 |
090506 |
54~002 |
54~002 |
53~116 |
54~002 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
199,471 |
816,462 |
+15,003 |
| 2 Year T-Notes(CBOT) |
| Jun09 |
090506 |
108~088 |
108~100 |
108~083 |
108~091 |
+0~003 |
61,937 |
458,102 |
+837 |
| Sep09 |
090506 |
108~015 |
108~015 |
108~012 |
108~015 |
+0~003 |
71 |
71 |
+71 |
| Dec09 |
090506 |
107~089 |
108~012 |
107~089 |
107~089 |
-0~051 |
|
|
|
| Total Volume and Open Interest |
62,008 |
458,173 |
+908 |
| Eurodollars(CME) |
| Jun09 |
090506 |
99.095 |
99.115 |
99.080 |
99.110 |
+0.030 |
73,773 |
1,005,181 |
+1,005,181 |
| Sep09 |
090506 |
99.040 |
99.080 |
99.035 |
99.065 |
+0.035 |
110,275 |
957,984 |
+957,984 |
| Dec09 |
090506 |
98.825 |
98.900 |
98.820 |
98.875 |
+0.055 |
98,639 |
744,206 |
+744,206 |
| Mar10 |
090506 |
98.680 |
98.780 |
98.680 |
98.745 |
+0.065 |
127,216 |
694,462 |
+694,462 |
| Jun10 |
090506 |
98.430 |
98.550 |
98.420 |
98.505 |
+0.075 |
125,528 |
505,746 |
+505,746 |
| Sep10 |
090506 |
98.175 |
98.295 |
98.160 |
98.255 |
+0.080 |
91,797 |
437,070 |
+437,070 |
| Dec10 |
090506 |
97.875 |
97.995 |
97.850 |
97.955 |
+0.080 |
56,995 |
465,262 |
+465,262 |
| Mar11 |
090506 |
97.630 |
97.740 |
97.600 |
97.705 |
+0.075 |
44,506 |
303,608 |
+303,608 |
| Jun11 |
090506 |
97.365 |
97.465 |
97.330 |
97.430 |
+0.070 |
21,513 |
258,158 |
+258,158 |
| Sep11 |
090506 |
97.130 |
97.220 |
97.090 |
97.185 |
+0.065 |
25,326 |
164,609 |
+164,609 |
| Dec11 |
090506 |
96.895 |
96.980 |
96.855 |
96.945 |
+0.055 |
12,528 |
112,249 |
+112,249 |
| Mar12 |
090506 |
96.770 |
96.830 |
96.705 |
96.795 |
+0.050 |
10,212 |
88,213 |
+88,213 |
| Jun12 |
090506 |
96.595 |
96.675 |
96.565 |
96.645 |
+0.045 |
6,530 |
85,027 |
+85,027 |
| Sep12 |
090506 |
96.465 |
96.555 |
96.450 |
96.520 |
+0.035 |
5,767 |
61,341 |
+61,341 |
| Dec12 |
090506 |
96.330 |
96.425 |
96.315 |
96.390 |
+0.030 |
3,996 |
50,023 |
+50,023 |
| Mar13 |
090506 |
96.280 |
96.375 |
96.270 |
96.335 |
+0.025 |
4,477 |
53,779 |
+53,779 |
| Jun13 |
090506 |
96.290 |
96.295 |
96.180 |
96.245 |
+0.020 |
1,640 |
22,546 |
+22,546 |
| Sep13 |
090506 |
96.130 |
96.220 |
96.105 |
96.170 |
+0.020 |
1,763 |
37,340 |
+37,340 |
| Total Volume and Open Interest |
838,048 |
6,283,624 |
+28,253 |
| 30 Day Federal Funds(CBOT) |
| May09 |
090506 |
99.800 |
99.802 |
99.798 |
99.800 |
+0.003 |
7,360 |
63,514 |
-3,723 |
| Jun09 |
090506 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
9,032 |
48,628 |
+4,581 |
| Jul09 |
090506 |
99.785 |
99.790 |
99.775 |
99.785 |
unch |
2,892 |
37,398 |
-883 |
| Aug09 |
090506 |
99.760 |
99.760 |
99.750 |
99.760 |
unch |
1,539 |
37,238 |
-52 |
| Sep09 |
090506 |
99.740 |
99.745 |
99.730 |
99.740 |
unch |
3,031 |
32,021 |
+940 |
| Oct09 |
090506 |
99.720 |
99.720 |
99.700 |
99.715 |
unch |
1,079 |
27,846 |
-207 |
| Total Volume and Open Interest |
31,464 |
389,254 |
+833 |
| 30 Day Fed Funds(e-CBOT) |
| May09 |
090505 |
99.800 |
99.802 |
99.795 |
99.798 |
+0.005 |
11,549 |
67,237 |
-7 |
| Jun09 |
090505 |
99.800 |
99.810 |
99.795 |
99.805 |
+0.010 |
6,333 |
44,047 |
-925 |
| Jul09 |
090505 |
99.790 |
99.790 |
99.785 |
99.790 |
+0.010 |
4,401 |
38,281 |
-362 |
| Aug09 |
090505 |
99.760 |
99.770 |
99.760 |
99.760 |
unch |
4,296 |
37,290 |
+262 |
| Sep09 |
090505 |
99.750 |
99.750 |
99.740 |
99.745 |
+0.005 |
3,312 |
31,081 |
-255 |
| Oct09 |
090505 |
99.720 |
99.730 |
99.710 |
99.715 |
+0.005 |
3,822 |
28,053 |
-156 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(CME) |
| Jun09 |
090506 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Sep09 |
090506 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
|
|
|
| Dec09 |
090506 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
|
|
|
| Mar10 |
090506 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
|
|
|
| Jun10 |
090506 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
|
|
|
| Sep10 |
090506 |
99.37 |
99.37 |
99.37 |
99.37 |
unch |
|
|
|
| Dec10 |
090506 |
99.32 |
99.32 |
99.32 |
99.32 |
-0.01 |
|
|
|
| Mar11 |
090506 |
99.24 |
99.24 |
99.24 |
99.24 |
unch |
|
|
|
| Jun11 |
090506 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.01 |
|
|
|
| Sep11 |
090506 |
99.19 |
99.19 |
99.19 |
99.19 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SGX) |
| Jun09 |
090506 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
12,352 |
+12,352 |
| Sep09 |
090506 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
4,355 |
+4,355 |
| Dec09 |
090506 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
2,167 |
+2,167 |
| Mar10 |
090506 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
2,127 |
+2,127 |
| Jun10 |
090506 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
700 |
+700 |
| Sep10 |
090506 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
0 |
281 |
+281 |
| Dec10 |
090506 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
252 |
+252 |
| Mar11 |
090506 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
0 |
412 |
+412 |
| Total Volume and Open Interest |
0 |
24,221 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Jun09 |
090501 |
136.96 |
137.52 |
136.87 |
137.47 |
+0.59 |
2,349 |
10,842 |
-1,342 |
| Sep09 |
090501 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.59 |
|
|
|
| Dec09 |
090501 |
137.47 |
137.47 |
137.47 |
137.47 |
+0.59 |
|
|
|
| Total Volume and Open Interest |
2,349 |
12,397 |
+463 |
| Euro-Bund(EUREX) |
| Jun09 |
090506 |
122.55 |
122.65 |
121.70 |
122.09 |
-0.26 |
343,077 |
834,904 |
-211 |
| Sep09 |
090506 |
121.99 |
121.99 |
121.41 |
121.56 |
-0.29 |
302 |
22,852 |
-46 |
| Dec09 |
090506 |
121.09 |
121.09 |
121.09 |
121.09 |
-0.26 |
132 |
10 |
+0 |
| Total Volume and Open Interest |
343,511 |
857,766 |
-257 |
| Euro-Bobl(EUREX) |
| Jun09 |
090505 |
115.66 |
116.00 |
115.60 |
115.94 |
-0.22 |
425,196 |
716,979 |
+6,959 |
| Sep09 |
090506 |
115.91 |
115.91 |
115.55 |
115.81 |
-0.02 |
0 |
39,635 |
+0 |
| Dec09 |
090506 |
115.53 |
115.53 |
115.53 |
115.53 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
204,196 |
765,614 |
-9,768 |
| 3-Mth Euribor(EUREX) |
| Jun09 |
090306 |
98.535 |
98.560 |
98.500 |
98.505 |
-0.030 |
271 |
5,237 |
-199 |
| Sep09 |
090506 |
98.755 |
98.770 |
98.750 |
98.770 |
+0.040 |
326 |
7,273 |
-136 |
| Dec09 |
090506 |
98.585 |
98.605 |
98.570 |
98.605 |
+0.045 |
5 |
4,588 |
-23 |
| Total Volume and Open Interest |
425 |
30,977 |
-623 |
| Long Gilt(LIFFE) |
| Jun09 |
090505 |
120~08 |
120~12 |
120~00 |
120~07 |
-0~04 |
24,339 |
0 |
-299,395 |
| Sep09 |
090506 |
118~18 |
118~27 |
118~12 |
118~12 |
-0~22 |
0 |
3,750 |
+3,750 |
| Total Volume and Open Interest |
28,786 |
308,973 |
+1,933 |
| 3-Mth Short Sterling(LIFFE) |
| Jun09 |
090506 |
98.68 |
98.71 |
98.67 |
98.70 |
+0.03 |
0 |
306,027 |
+306,027 |
| Sep09 |
090506 |
98.63 |
98.67 |
98.62 |
98.65 |
+0.03 |
0 |
296,446 |
+296,446 |
| Dec09 |
090506 |
98.38 |
98.40 |
98.35 |
98.38 |
+0.01 |
0 |
274,716 |
+274,716 |
| Mar10 |
090506 |
98.20 |
98.24 |
98.16 |
98.19 |
-0.01 |
0 |
315,120 |
+315,120 |
| Jun10 |
090506 |
97.94 |
97.96 |
97.87 |
97.89 |
-0.02 |
0 |
256,912 |
+256,912 |
| Sep10 |
090506 |
97.65 |
97.67 |
97.56 |
97.58 |
-0.04 |
0 |
237,230 |
+237,230 |
| Total Volume and Open Interest |
225,793 |
2,127,312 |
+40,897 |
| 3-Mth Euribor(LIFFE) |
| Jun09 |
090506 |
98.760 |
98.785 |
98.750 |
98.775 |
+0.025 |
28,741 |
634,517 |
-2,816 |
| Sep09 |
090506 |
98.745 |
98.780 |
98.740 |
98.770 |
+0.040 |
47,014 |
533,041 |
+9,741 |
| Dec09 |
090506 |
98.575 |
98.625 |
98.560 |
98.605 |
+0.045 |
28,898 |
487,484 |
-1,922 |
| Total Volume and Open Interest |
246,358 |
3,399,243 |
-3,480 |
| 3-Mth Aus T-Bills(SFE) |
| Jun09 |
090506 |
96.97 |
96.98 |
96.92 |
96.94 |
-0.02 |
33,850 |
294,241 |
+294,241 |
| Sep09 |
090506 |
97.15 |
97.17 |
97.11 |
97.12 |
-0.03 |
36,122 |
232,570 |
+232,570 |
| Dec09 |
090506 |
97.08 |
97.13 |
97.05 |
97.08 |
-0.02 |
15,162 |
125,754 |
+125,754 |
| Mar10 |
090506 |
96.77 |
96.84 |
96.77 |
96.80 |
unch |
9,068 |
91,405 |
+91,405 |
| Jun10 |
090506 |
96.38 |
96.43 |
96.36 |
96.42 |
+0.03 |
4,854 |
66,113 |
+66,113 |
| Sep10 |
090506 |
95.97 |
96.05 |
95.97 |
96.04 |
+0.05 |
2,935 |
38,130 |
+38,130 |
| Dec10 |
090506 |
95.60 |
95.68 |
95.59 |
95.66 |
+0.04 |
998 |
23,924 |
+23,924 |
| Mar11 |
090506 |
95.26 |
95.33 |
95.25 |
95.30 |
+0.03 |
535 |
13,204 |
+13,204 |
| Jun11 |
090506 |
94.95 |
95.01 |
94.95 |
94.98 |
+0.01 |
695 |
2,522 |
+2,522 |
| Sep11 |
090506 |
94.71 |
94.71 |
94.69 |
94.69 |
-0.01 |
120 |
477 |
+477 |
| Total Volume and Open Interest |
104,844 |
888,715 |
+29,271 |
| 10-Year Aus T-Bonds(SFE) |
| Jun09 |
090506 |
95.21 |
95.26 |
95.19 |
95.23 |
+0.04 |
26,065 |
0 |
+0 |
| Sep09 |
090506 |
95.23 |
95.23 |
95.19 |
95.19 |
+0.04 |
0 |
101 |
+101 |
| Total Volume and Open Interest |
27,988 |
296,694 |
+3,614 |
| 3-Year Aus T-Bonds(SFE) |
| Jun09 |
090506 |
96.32 |
96.39 |
96.29 |
96.34 |
+0.02 |
71,707 |
0 |
+0 |
| Sep09 |
090506 |
96.34 |
96.34 |
96.34 |
96.34 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
76,860 |
497,329 |
+22,419 |
| Gold(CMX) |
| Jun09 |
090506 |
897.3 |
913.5 |
895.4 |
911.0 |
+6.7 |
83,805 |
223,822 |
-844 |
| Aug09 |
090506 |
898.4 |
915.2 |
898.0 |
912.8 |
+6.7 |
5,269 |
25,749 |
+1,407 |
| Oct09 |
090506 |
902.8 |
914.3 |
902.8 |
914.3 |
+6.7 |
1,557 |
7,497 |
-53 |
| Dec09 |
090506 |
901.1 |
917.1 |
901.1 |
915.9 |
+6.7 |
3,315 |
27,408 |
+652 |
| Feb10 |
090506 |
905.9 |
917.5 |
905.9 |
917.5 |
+6.7 |
41 |
4,955 |
+1 |
| Apr10 |
090506 |
914.9 |
919.0 |
914.9 |
919.0 |
+6.6 |
1,715 |
3,989 |
+889 |
| Jun10 |
090506 |
920.6 |
920.6 |
920.6 |
920.6 |
+6.6 |
1,093 |
6,024 |
-53 |
| Aug10 |
090506 |
922.4 |
922.4 |
922.4 |
922.4 |
+6.5 |
0 |
476 |
+0 |
| Oct10 |
090506 |
924.3 |
924.3 |
924.3 |
924.3 |
+6.4 |
0 |
502 |
+0 |
| Dec10 |
090506 |
926.4 |
926.4 |
926.4 |
926.4 |
+6.3 |
83 |
9,859 |
+13 |
| Feb11 |
090506 |
928.8 |
928.8 |
928.8 |
928.8 |
+6.2 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
98,029 |
334,360 |
+2,520 |
| Silver(CMX) |
| May09 |
090506 |
1331.0 |
1379.0 |
1330.5 |
1369.2 |
+29.0 |
337 |
1,403 |
-226 |
| Jul09 |
090506 |
1330.5 |
1383.5 |
1327.0 |
1371.0 |
+29.0 |
17,325 |
51,807 |
+388 |
| Sep09 |
090506 |
1355.0 |
1382.5 |
1353.0 |
1373.0 |
+29.0 |
267 |
6,211 |
-36 |
| Dec09 |
090506 |
1335.0 |
1387.0 |
1335.0 |
1375.2 |
+28.9 |
167 |
13,778 |
+18 |
| Mar10 |
090506 |
1376.9 |
1376.9 |
1376.9 |
1376.9 |
+28.8 |
64 |
5,324 |
-6 |
| May10 |
090506 |
1377.9 |
1377.9 |
1377.9 |
1377.9 |
+28.8 |
102 |
1,467 |
+100 |
| Jul10 |
090506 |
1339.5 |
1379.3 |
1338.0 |
1379.3 |
+28.8 |
6 |
2,407 |
-1 |
| Total Volume and Open Interest |
19,587 |
89,050 |
+604 |
| Platinum(NYMEX) |
| Jul09 |
090506 |
1136.0 |
1144.9 |
1128.1 |
1143.1 |
+5.2 |
1,253 |
19,390 |
-1 |
| Oct09 |
090506 |
1150.0 |
1150.0 |
1140.0 |
1148.1 |
+5.3 |
76 |
783 |
-18,608 |
| Jan10 |
090506 |
1149.6 |
1149.6 |
1149.6 |
1149.6 |
+5.3 |
0 |
5 |
-19,386 |
| Total Volume and Open Interest |
1,329 |
20,178 |
+71 |
| Palladium(NYMEX) |
| Jun09 |
090506 |
221.65 |
230.85 |
220.25 |
228.05 |
+5.15 |
782 |
13,523 |
+89 |
| Sep09 |
090506 |
223.25 |
231.50 |
223.25 |
229.15 |
+5.15 |
37 |
697 |
+697 |
| Dec09 |
090506 |
230.25 |
230.25 |
230.25 |
230.25 |
+5.15 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
819 |
14,251 |
+119 |
| Copper(CMX) |
| May09 |
090506 |
207.40 |
220.20 |
206.60 |
218.85 |
+10.40 |
1,265 |
4,291 |
-358 |
| Jul09 |
090506 |
207.40 |
220.15 |
206.10 |
218.70 |
+10.45 |
9,229 |
70,397 |
-186 |
| Sep09 |
090506 |
209.65 |
220.00 |
208.40 |
218.55 |
+10.30 |
1,104 |
14,780 |
+434 |
| Dec09 |
090506 |
212.50 |
219.50 |
212.50 |
218.30 |
+10.15 |
105 |
3,885 |
+27 |
| Mar10 |
090506 |
218.00 |
218.00 |
218.00 |
218.00 |
+10.00 |
8 |
772 |
+2 |
| Total Volume and Open Interest |
12,155 |
104,068 |
-374 |
| Aluminum(CMX) |
| May09 |
090506 |
0.72 |
0.72 |
0.72 |
0.72 |
+0.02 |
|
|
|
| Jun09 |
090506 |
0.72 |
0.72 |
0.72 |
0.72 |
+0.01 |
|
|
|
| Jul09 |
090506 |
0.73 |
0.73 |
0.73 |
0.73 |
+0.02 |
|
|
|
| Aug09 |
090506 |
0.73 |
0.73 |
0.73 |
0.73 |
+0.01 |
|
|
|
| Sep09 |
080724 |
143.85 |
143.85 |
143.85 |
143.85 |
unch |
|
|
|
| Oct09 |
080724 |
0.17 |
0.17 |
0.17 |
0.17 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| DJIA Index(CBOT) |
| Jun09 |
090506 |
8375 |
8480 |
8289 |
8471 |
+89 |
1,757 |
12,620 |
+18 |
| Sep09 |
090506 |
8284 |
8417 |
8261 |
8417 |
+89 |
43 |
811 |
+5 |
| Dec09 |
090506 |
8361 |
8361 |
8283 |
8361 |
+78 |
0 |
1 |
+0 |
| Mar10 |
090506 |
8321 |
8321 |
8252 |
8321 |
+69 |
|
|
|
| Total Volume and Open Interest |
1,800 |
13,432 |
+23 |
| S & P 500(CME) |
| Jun09 |
090506 |
903.10 |
918.00 |
891.20 |
917.20 |
+13.80 |
24,930 |
429,508 |
+429,508 |
| Sep09 |
090506 |
899.00 |
914.40 |
898.40 |
913.20 |
+13.80 |
272 |
23,316 |
+23,316 |
| Dec09 |
090506 |
909.60 |
911.00 |
895.00 |
909.60 |
+13.60 |
1,255 |
3,061 |
+3,061 |
| Mar10 |
090506 |
907.00 |
908.50 |
892.50 |
907.00 |
+13.50 |
1,100 |
2,590 |
+2,590 |
| Total Volume and Open Interest |
27,557 |
458,477 |
+2,782 |
| S & P 500 E-Mini(Globex) |
| Jun09 |
090506 |
903.00 |
918.00 |
891.00 |
917.25 |
+13.75 |
2,171,103 |
2,591,981 |
+2,591,981 |
| Sep09 |
090506 |
899.00 |
914.00 |
887.50 |
913.25 |
+13.75 |
3,106 |
43,415 |
+43,415 |
| Total Volume and Open Interest |
2,174,221 |
2,635,470 |
+6,618 |
| NASDAQ 100(CME) |
| Jun09 |
090506 |
1425.30 |
1435.00 |
1399.00 |
1429.80 |
+2.50 |
1,647 |
22,288 |
+22,288 |
| Sep09 |
090506 |
1428.80 |
1430.00 |
1428.80 |
1428.80 |
+2.50 |
|
|
|
| Dec09 |
090506 |
1431.80 |
1433.00 |
1431.80 |
1431.80 |
+2.50 |
|
|
|
| Total Volume and Open Interest |
1,647 |
22,288 |
+25 |
| NASDAQ 100 E-Mini(Globex) |
| Jun09 |
090506 |
1426.30 |
1435.50 |
1399.00 |
1429.80 |
+2.50 |
1,437 |
0 |
+0 |
| Sep09 |
090506 |
1421.50 |
1434.00 |
1397.80 |
1428.80 |
+2.50 |
50 |
919 |
+919 |
| Total Volume and Open Interest |
271,887 |
278,139 |
-3,330 |
| S & P Midcap 400(CME) |
| Jun09 |
090506 |
584.00 |
586.00 |
570.00 |
581.70 |
+3.60 |
39 |
4,768 |
+4,768 |
| Sep09 |
090506 |
579.70 |
579.70 |
579.60 |
579.70 |
+3.60 |
|
|
|
| Dec09 |
090506 |
577.70 |
577.70 |
577.60 |
577.70 |
+3.60 |
|
|
|
| Total Volume and Open Interest |
39 |
4,768 |
+9 |
| Russell 2000(CME) |
| Jun09 |
090506 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
66 |
5,345 |
-9 |
| Sep09 |
090506 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
4,374 |
+0 |
| Dec09 |
090506 |
0.05 |
0.05 |
0.05 |
0.05 |
unch |
0 |
1,733 |
+11 |
| Total Volume and Open Interest |
|
|
|
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun09 |
090501 |
8845 |
9045 |
8825 |
9040 |
+175 |
127,579 |
164,075 |
-2,698 |
| Sep09 |
090501 |
9045 |
9045 |
9045 |
9045 |
+175 |
0 |
447 |
+0 |
| Total Volume and Open Interest |
127,651 |
178,733 |
+2,336 |
| Nikkei 225(SGX) |
| Jun09 |
090501 |
8845 |
9045 |
8825 |
9040 |
+175 |
127,579 |
164,075 |
-2,698 |
| Sep09 |
090501 |
9045 |
9045 |
9045 |
9045 |
+175 |
0 |
447 |
+0 |
| Dec09 |
090501 |
9000 |
9000 |
9000 |
9000 |
+175 |
0 |
277 |
+0 |
| Total Volume and Open Interest |
127,651 |
178,733 |
+2,336 |
| CAC 40(EURONEXT) |
| May09 |
090506 |
3192.0 |
3288.5 |
3187.5 |
3263.5 |
+65.0 |
82,401 |
396,143 |
+396,143 |
| Jun09 |
090506 |
3144.5 |
3235.0 |
3137.5 |
3212.0 |
+65.0 |
3,706 |
47,513 |
+47,513 |
| Jul09 |
090506 |
3214.5 |
3214.5 |
3207.5 |
3207.5 |
+64.5 |
65 |
94 |
+94 |
| Total Volume and Open Interest |
86,188 |
446,879 |
-54,197 |
| Hang Seng Index(HKFE) |
| May09 |
090506 |
16385 |
16752 |
16082 |
16635 |
+307 |
81,507 |
86,089 |
+2,247 |
| Jun09 |
090506 |
16220 |
16680 |
16010 |
16559 |
+311 |
761 |
3,591 |
+104 |
| Total Volume and Open Interest |
82,403 |
91,057 |
+2,887 |
| DAX(EUREX) |
| Jun09 |
090506 |
4847.0 |
4953.0 |
4831.0 |
4890.0 |
+29.0 |
120,576 |
152,096 |
-7,446 |
| Sep09 |
090506 |
4849.5 |
4956.5 |
4844.0 |
4897.0 |
+29.5 |
122 |
6,471 |
+3 |
| Dec09 |
090506 |
4860.5 |
4960.0 |
4860.5 |
4906.0 |
+28.5 |
49 |
2,222 |
+1 |
| Total Volume and Open Interest |
120,747 |
160,789 |
-7,442 |
| FT-SE 100(EURONEXT) |
| Jun09 |
090506 |
4289.00 |
4414.00 |
4286.00 |
4371.00 |
+77.00 |
0 |
720,560 |
+720,560 |
| Sep09 |
090506 |
4260.50 |
4373.00 |
4260.50 |
4337.00 |
+77.00 |
0 |
1,069 |
+1,069 |
| Dec09 |
090506 |
4269.50 |
4339.00 |
4269.50 |
4312.00 |
+77.00 |
0 |
1,885 |
+1,885 |
| Total Volume and Open Interest |
35,456 |
731,184 |
-86 |
| SPI 200(SFE) |
| Jun09 |
090506 |
3880.0 |
3911.0 |
3842.0 |
3865.0 |
-19.0 |
30,856 |
312,177 |
+312,177 |
| Sep09 |
090506 |
3850.0 |
3850.0 |
3817.0 |
3828.0 |
-21.0 |
5 |
2,098 |
+2,098 |
| Dec09 |
090506 |
3828.0 |
3828.0 |
3828.0 |
3828.0 |
-18.0 |
0 |
2,485 |
+2,485 |
| Total Volume and Open Interest |
30,862 |
318,469 |
+1,881 |
| GSCI(CME) |
| May09 |
090506 |
390.00 |
396.90 |
390.00 |
396.00 |
+11.50 |
385 |
14,053 |
+14,053 |
| Jun09 |
090506 |
396.00 |
402.00 |
395.00 |
402.00 |
+10.50 |
51 |
155 |
+155 |
| Jul09 |
090506 |
407.50 |
407.50 |
402.00 |
407.50 |
+9.80 |
|
|
|
| Total Volume and Open Interest |
436 |
14,208 |
+40 |
| Reuters CCI(ICE) |
| Jun09 |
090506 |
237.90 |
237.90 |
232.20 |
237.90 |
+5.70 |
0 |
50 |
-958 |
| Aug09 |
090505 |
401.00 |
401.00 |
400.00 |
400.00 |
+1.00 |
0 |
420 |
+0 |
| Nov09 |
090505 |
412.00 |
412.00 |
412.00 |
412.00 |
+1.00 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
0 |
151 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|